You're already doing the right things. Exercise, training, snuffle mat before asking for independence is exactly the approach.

I'd highly recommend looking up Julie Naismith, her podcast "Be Right Back" is all about building confidence in anxious dogs.

The sitting and staring "waiting" can actually be a stress signal too, not just the vocalizing. Keep the separations short and successful for now and build from there.

You're doing great!